-73.2%
DOCS vs MKSI
+81.2%
-154.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.3% | -7.0% | -4.2% |
| 7D | -1.4% | +1.8% | -3.2% | -2.1% |
| 30D | +21.8% | -16.8% | +38.6% | +28.9% |
| 3M | +27.3% | -21.1% | +48.4% | +31.4% |
| 6M | -0.3% | +10.8% | -11.2% | -11.7% |
| YTD | -40.5% | +63.3% | -103.8% | -56.4% |
| 1Y | -61.5% | +157.0% | -218.5% | -77.5% |
| 3Y | +8.2% | +163.7% | -155.6% | -46.8% |
| All | -73.2% | +81.2% | -154.4% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MKSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling